Screening Robot Concept Stocks by Amplitude and Float Capitalization

Summary

The document proposes a Chinese equity screening approach that selects robot concept stocks with daily amplitude above 1%, float capitalization below 10 billion, and no ST designation. It specifies screening before 10 a.m. and says a five-step limit-up method is then used to choose candidates. Example screening logic adds a CCI threshold above 100 and sketches implementations using indicator formulas and Python-style data processing.

The post also recommends considering market conditions, sector rotation, and fundamental and technical factors, while applying stop-loss and take-profit rules and periodically refreshing the stock universe. These are general suggestions rather than a fully specified or tested system. No performance results, entry and exit rules for the five-step method, transaction cost assumptions, or validation period are provided, so the claimed selection rationale cannot be assessed from the document alone.

Key ideas

• The proposed screen combines price amplitude, robot concept membership, float capitalization, and ST exclusion.
• Candidates are screened before 10 a.m. and then filtered with a five-step limit-up method.
• An example adds a CCI threshold as a technical condition.
• The post suggests adding market, sector, and fundamental context and using stop-loss and take-profit rules.
• No backtest evidence or detailed rules for the final selection method are provided.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.